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1 | (26) |
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1.1 Historical Perspective on Nonlinear H∞-Control |
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2 | (2) |
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1.2 General Set-Up for Nonlinear H∞-Control Problems |
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4 | (14) |
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1.2.1 Mixed H2/H∞-Control Problem |
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12 | (2) |
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1.2.2 Robust H∞-Control Problem |
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14 | (1) |
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1.2.3 Nonlinear H∞-Filtering |
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15 | (1) |
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1.2.4 Organization of the Book |
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16 | (2) |
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1.3 Notations and Preliminaries |
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18 | (8) |
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18 | (2) |
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20 | (6) |
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1.4 Notes and Bibliography |
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26 | (1) |
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2 Basics of Differential Games |
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27 | (16) |
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2.1 Dynamic Programming Principle |
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27 | (3) |
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2.2 Discrete-Time Nonzero-Sum Dynamic Games |
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30 | (4) |
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2.2.1 Linear-Quadratic Discrete-Time Dynamic Games |
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32 | (2) |
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2.3 Continuous-Time Nonzero-Sum Dynamic Games |
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34 | (6) |
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2.3.1 Linear-Quadratic Continuous-Time Dynamic Games |
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36 | (4) |
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2.4 Notes and Bibliography |
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40 | (3) |
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3 Theory of Dissipative Systems |
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43 | (36) |
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3.1 Dissipativity of Continuous-Time Nonlinear Systems |
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44 | (10) |
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3.1.1 Stability of Continuous-Time Dissipative Systems |
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51 | (1) |
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3.1.2 Stability of Continuous-Time Dissipative Feedback-Systems |
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52 | (2) |
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3.2 L2-Gain Analysis for Continuous-Time Dissipative Systems |
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54 | (2) |
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3.3 Continuous-Time Passive Systems |
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56 | (6) |
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3.4 Feedback-Equivalence to a Passive Continuous-Time Nonlinear System |
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62 | (3) |
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3.5 Dissipativity and Passive Properties of Discrete-Time Nonlinear Systems |
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65 | (4) |
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3.6 l2-Gain Analysis for Discrete-Time Dissipative Systems |
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69 | (3) |
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3.7 Feedback-Equivalence to a Discrete-Time Lossless Nonlinear System |
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72 | (5) |
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3.8 Notes and Bibliography |
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77 | (2) |
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4 Hamiltonian Mechanics and Hamilton-Jacobi Theory |
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79 | (24) |
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4.1 The Hamiltonian Formulation of Mechanics |
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79 | (3) |
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4.2 Canonical Transformation |
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82 | (6) |
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4.2.1 The Transformation Generating Function |
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84 | (2) |
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4.2.2 The Hamilton-Jacobi Equation (HJE) |
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86 | (1) |
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4.2.3 Time-Independent Hamilton-Jacobi Equation and Separation of Variables |
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87 | (1) |
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4.3 The Theory of Nonlinear Lattices |
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88 | (4) |
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4.3.1 The G2-Periodic Toda Lattice |
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91 | (1) |
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4.4 The Method of Characteristics for First-Order Partial-Differential Equations |
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92 | (5) |
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4.4.1 Characteristics for Quasi-Linear Equations |
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92 | (2) |
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4.4.2 Characteristics for the General First-Order Equation |
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94 | (2) |
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4.4.3 Characteristics for the Hamilton-Jacobi Equation |
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96 | (1) |
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4.5 Legendre Transform and Hopf-Lax Formula |
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97 | (4) |
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4.5.1 Viscosity Solutions of the HJE |
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99 | (2) |
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4.6 Notes and Bibliography |
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101 | (2) |
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5 State-Feedback Nonlinear H∞-Control for Continuous-Time Systems |
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103 | (34) |
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5.1 State-Feedback H∞-Control for Affine Nonlinear Systems |
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103 | (13) |
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5.1.1 Dissipative Analysis |
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111 | (4) |
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5.1.2 Controller Parametrization |
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115 | (1) |
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5.2 State-Feedback Nonlinear H∞ Tracking Control |
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116 | (3) |
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5.3 Robust Nonlinear H∞ State-Feedback Control |
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119 | (6) |
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5.4 State-Feedback H∞-Control for Time-Varying Affine Nonlinear Systems |
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125 | (2) |
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5.5 State-Feedback H∞-Control for State-Delayed Affine Nonlinear Systems |
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127 | (4) |
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5.6 State-Feedback H∞-Control for a General Class of Nonlinear Systems |
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131 | (1) |
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5.7 Nonlinear H∞ Almost-Disturbance-Decoupling |
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132 | (4) |
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5.8 Notes and Bibliography |
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136 | (1) |
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6 Output-Feedback Nonlinear H∞-Control for Continuous-Time Systems |
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137 | (38) |
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6.1 Output Measurement-Feedback H∞-Control for Affine Nonlinear Systems |
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137 | (14) |
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6.1.1 Controller Parameterization |
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147 | (4) |
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6.2 Output Measurement-Feedback Nonlinear H∞ Tracking Control |
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151 | (2) |
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6.3 Robust Output Measurement-Feedback Nonlinear H∞-Control |
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153 | (5) |
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6.3.1 Reliable Robust Output-Feedback Nonlinear H∞-Control |
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155 | (3) |
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6.4 Output Measurement-Feedback H∞-Control for a General Class of Nonlinear Systems |
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158 | (8) |
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6.4.1 Controller Parametrization |
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162 | (4) |
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6.5 Static Output-Feedback Control for Affine Nonlinear Systems |
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166 | (7) |
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6.5.1 Static Output-Feedback Control with Disturbance-Attenuation |
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169 | (4) |
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6.6 Notes and Bibliography |
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173 | (2) |
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7 Discrete-Time Nonlinear H∞-Control |
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175 | (30) |
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7.1 Full-Information H∞-Control for Affine Nonlinear Discrete-Time Systems |
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175 | (13) |
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7.1.1 State-Feedback H∞-Control for Affine Nonlinear Discrete-Time Systems |
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182 | (2) |
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7.1.2 Controller Parametrization |
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184 | (4) |
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7.2 Output Measurement-Feedback Nonlinear H∞-Control for Affine Discrete-Time Systems |
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188 | (6) |
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7.3 Extensions to a General Class of Discrete-Time Nonlinear Systems |
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194 | (3) |
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7.3.1 Full-Information H∞-Control for a General Class of Discrete-Time Nonlinear Systems |
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194 | (2) |
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7.3.2 Output Measurement-Feedback H∞-Control for a General Class of Discrete-Time Nonlinear Systems |
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196 | (1) |
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7.4 Approximate Approach to the Discrete-Time Nonlinear H∞-Control Problem |
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197 | (7) |
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7.4.1 An Approximate Approach to the Discrete-Time State-Feedback Problem |
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198 | (3) |
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7.4.2 An Approximate Approach to the Discrete-Time Output Measurement-Feedback Problem |
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201 | (3) |
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7.5 Notes and Bibliography |
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204 | (1) |
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205 | (44) |
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8.1 Continuous-Time Nonlinear H∞-Filtering |
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205 | (9) |
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8.1.1 Infinite-Horizon Continuous-Time Nonlinear H∞-Filtering |
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210 | (3) |
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8.1.2 The Linearized Filter |
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213 | (1) |
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8.2 Continuous-Time Robust Nonlinear H∞-Filtering |
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214 | (3) |
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8.3 Certainty-Equivalent Filters (CEFs) |
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217 | (5) |
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8.3.1 2-DOF Certainty-Equivalent Filters |
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220 | (2) |
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8.4 Discrete-Time Nonlinear H∞-Filtering |
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222 | (10) |
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8.4.1 Infinite-Horizon Discrete-Time Nonlinear H∞-Filtering |
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227 | (1) |
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8.4.2 Approximate and Explicit Solution |
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228 | (4) |
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8.5 Discrete-Time Certainty-Equivalent Filters (CEFs) |
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232 | (9) |
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8.5.1 2-DOF Proportional-Derivative (PD) CEFs |
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235 | (2) |
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8.5.2 Approximate and Explicit Solution |
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237 | (4) |
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8.6 Robust Discrete-Time Nonlinear H∞-Filtering |
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241 | (7) |
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8.7 Notes and Bibliography |
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248 | (1) |
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9 Singular Nonlinear H∞-Control and H∞-Control for Singularly-Perturbed Nonlinear Systems |
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249 | (20) |
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9.1 Singular Nonlinear H∞-Control with State-Feedback |
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249 | (5) |
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9.1.1 State-Feedback Singular Nonlinear H∞-Control Using High-Gain Feedback |
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252 | (2) |
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9.2 Output Measurement-Feedback Singular Nonlinear H∞-Control |
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254 | (2) |
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9.3 Singular Nonlinear H∞-Control with Static Output-Feedback |
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256 | (2) |
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9.4 Singular Nonlinear H∞-Control for Cascaded Nonlinear Systems |
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258 | (5) |
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9.5 H∞-Control for Singularly-Perturbed Nonlinear Systems |
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263 | (5) |
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9.6 Notes and Bibliography |
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268 | (1) |
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10 H∞-Filtering for Singularly-Perturbed Nonlinear Systems |
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269 | (12) |
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10.1 Problem Definition and Preliminaries |
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269 | (1) |
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10.2 Decomposition Filters |
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270 | (8) |
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278 | (1) |
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279 | (1) |
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10.5 Notes and Bibliography |
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280 | (1) |
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11 Mixed H2/H∞ Nonlinear Control |
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281 | (22) |
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11.1 Continuous-Time Mixed H2/H∞ Nonlinear Control |
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281 | (10) |
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11.1.1 The Infinite-Horizon Problem |
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287 | (2) |
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11.1.2 Extension to a General Class of Nonlinear Systems |
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289 | (2) |
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11.2 Discrete-Time Mixed H2/H∞ Nonlinear Control |
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291 | (8) |
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11.2.1 The Infinite-Horizon Problem |
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297 | (2) |
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11.3 Extension to a General Class of Discrete-Time Nonlinear Systems |
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299 | (2) |
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11.4 Notes and Bibliography |
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301 | (2) |
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12 Mixed H2/H∞ Nonlinear Filtering |
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303 | (30) |
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12.1 Continuous-Time Mixed H2/H∞ Nonlinear Filtering |
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303 | (12) |
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12.1.1 Solution to the Finite-Horizon Mixed H2/H∞ Nonlinear Filtering Problem |
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305 | (5) |
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12.1.2 Solution to the Finite-Horizon Mixed H2/H∞ Nonlinear Filtering |
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310 | (3) |
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12.1.3 Certainty-Equivalent Filters (CEFs) |
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313 | (2) |
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12.2 Discrete-Time Mixed H2/H∞ Nonlinear Filtering |
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315 | (14) |
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12.2.1 Solution to the Finite-Horizon Discrete-Time Mixed H2/H∞ Nonlinear Filtering Problem |
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317 | (4) |
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12.2.2 Solution to the Infinite-Horizon Discrete-Time Mixed H2/H∞ Nonlinear Filtering Problem |
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321 | (2) |
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12.2.3 Approximate and Explicit Solution to the Infinite-Horizon Discrete-Time Mixed H2/H∞ Nonlinear Filtering Problem |
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323 | (4) |
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12.2.4 Discrete-Time Certainty-Equivalent Filters (CEFs) |
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327 | (2) |
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329 | (2) |
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12.4 Notes and Bibliography |
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331 | (2) |
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13 Solving the Hamilton-Jacobi Equation |
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333 | (34) |
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13.1 Review of Some Approaches for Solving the HJBE/HJIE |
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333 | (8) |
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13.1.1 Solving the HJIE/HJBE Using Polynomial Expansion and Basis Functions |
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336 | (5) |
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13.2 A Factorization Approach for Solving the HJIE |
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341 | (9) |
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345 | (5) |
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13.3 Solving the Hamilton-Jacobi Equation for Mechanical Systems and Application to the Toda Lattice |
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350 | (6) |
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13.3.1 Solving the Hamilton-Jacobi Equation |
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350 | (4) |
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13.3.2 Solving the Hamilton-Jacobi Equation for the A2-Toda System |
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354 | (2) |
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13.4 Notes and Bibliography |
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356 | (11) |
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359 | (4) |
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363 | (4) |
| Bibliography |
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367 | (18) |
| Index |
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385 | |